You only need to download one of these, the .bsp is easier to download but is a larger file. The .bz2 requires you to unzip it. (Unzip the .bz2 using 7zip or another similar unzipping tool). Put it in:

\Steam\steamapps\common\Team Fortress 2\tf\maps

The above Steam folder is most likely to be in one of your Program Files folders on your hard drive.